Personal profile
Research Interests
Passionate about mathematics and relevant applications to solving investment problems.
Fingerprint
Dive into the research topics where Thendo Sidogi is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
- 1 Similar Profiles
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
-
A Signature Transform of Limit Order Book Data for Stock Price Prediction
Sidogi, T., Mongwe, W. T., Mbuvha, R., Olukanmi, P. & Marwala, T., 2023, In: IEEE Access. 11, p. 70598-70609 12 p.Research output: Contribution to journal › Article › peer-review
Open Access9 Citations (Scopus) -
Creating Synthetic Volatility Surfaces using Generative Adversarial Networks with Static Arbitrage Loss Conditions
Sidogi, T., Mongwe, W. T., Mbuvha, R. & Marwala, T., 2022, Proceedings of the 2022 IEEE Symposium Series on Computational Intelligence, SSCI 2022. Ishibuchi, H., Kwoh, C.-K., Tan, A.-H., Srinivasan, D., Miao, C., Trivedi, A. & Crockett, K. (eds.). Institute of Electrical and Electronics Engineers Inc., p. 1423-1429 7 p. (Proceedings of the 2022 IEEE Symposium Series on Computational Intelligence, SSCI 2022).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review
4 Citations (Scopus) -
Fusing Sell-Side Analyst Bidirectional Forecasts Using Machine Learning
Sidogi, T., Mongwe, W. T., Mbuvha, R. & Marwala, T., 2022, In: IEEE Access. 10, p. 76966-76974 9 p.Research output: Contribution to journal › Article › peer-review
Open Access12 Citations (Scopus) -
Probabilistic Inference of South African Equity Option Prices Under Jump-Diffusion Processes
Mongwe, W. T., Sidogi, T., Mbuvha, R. & Marwala, T., 2022, 2022 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, CIFEr 2022 - Proceedings. Institute of Electrical and Electronics Engineers Inc., (2022 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, CIFEr 2022 - Proceedings).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review
3 Citations (Scopus) -
Stock Price Prediction Using Sentiment Analysis
Sidogi, T., Mbuvha, R. & Marwala, T., 2021, 2021 IEEE International Conference on Systems, Man, and Cybernetics, SMC 2021. Institute of Electrical and Electronics Engineers Inc., p. 46-51 6 p. (Conference Proceedings - IEEE International Conference on Systems, Man and Cybernetics).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review
40 Citations (Scopus)